Unrecognizable USB drive

Hi Im Alex from Puerto Rico. and I'm asking you something similar.First time using this forumI just got an 8gb usb Flash drive. I have win.XP. I connected it to my computer, It seem to work. But I started to format according to the instructionns and now when its installed and clicked on, I get a " please insert a disk into drive F"message.I does not recognize it as a storage device. Irecognizes it as a CD or DVD device. Is there anyway I can fix this? puke: